Weighted logarithmic Sobolev inequalities for sub-Gaussian measures (Q645026)

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Weighted logarithmic Sobolev inequalities for sub-Gaussian measures
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    Weighted logarithmic Sobolev inequalities for sub-Gaussian measures (English)
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    8 November 2011
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    A probability measure \(\mu\) on \(\mathbb R^n\) is said to satisfy a logarithmic Sobolev inequality if there exists a constant \(C\) such that, for every smooth function \(f\) on \(\mathbb R^n\), \[ \text{Ent}_\mu(f^2) \leq C \int|\bigtriangledown f|^2 d\mu, \] where \[ \text{Ent}_\mu(f^2)=\int f^2 \log f^2 d\mu-\int f^2 d\mu \log \int f^2d\mu \] and \(|\nabla f|\) denotes the Euclidean length of the gradient \(\nabla f\) of \(f\). The authors obtain weighted logarithmic Sobolev inequalities for sub-Gaussian measures of high dimension with explicit constants using the criterion developed by \textit{D. Bakry} and \textit{M. Emery} [C. R. Acad. Sci., Paris, Sér. I 299, 775--778 (1984; Zbl 0563.60068)].
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    sub-Gaussian measures
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    weighted logarithmic Sobolev inequalities
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    Bakry-Émery criterion
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